Mirvac Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.69% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 14.31 | |
| 0.0344 | 17.35 | |
| 0.9375 | 747.03 | |
| 0.0507 | 11.19 |
Estimation Period:
Jun 18, 1999 to Feb 13, 2026
Jun 18, 1999 to Feb 13, 2026
News Impact Curve
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